+35.6%
MSI vs RL
+22.3%
+13.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | +2.2% |
| 7D | +8.3% | +0.2% | +8.1% | +8.1% |
| 30D | +18.9% | +7.3% | +11.5% | +17.9% |
| 3M | +13.2% | +1.0% | +12.2% | +12.9% |
| 6M | +38.3% | +11.8% | +26.5% | +36.8% |
| YTD | +38.9% | +13.6% | +25.3% | +36.3% |
| All | +35.6% | +22.3% | +13.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling